SAS is looking to develop, document, and support the SAS Optimization product, which includes an algebraic modeling language and eight mathematical optimization solvers, with an emphasis on computational performance.
Requirements
- PhD in Operations Research, Applied Mathematics, Computer Science, or a related quantitative field.
- 8+ years of experience with Linear Programming (LP), Mixed Integer Linear Programming (MILP), Quadratic Programming (QP), or other mathematical optimization solvers.
- 5+ years of expertise with programming in C or C++.
- Experience working on commercial-grade software.
- Interest in LP simplex algorithm performance.
- Experience with interior point algorithms for linear, quadratic, conic, or general nonlinear optimization.
- Experience with implementing multithreaded and/or distributed algorithms.
Responsibilities
- Improve the performance of existing optimization solvers, including linear programming (LP) and mixed integer linear programming (MILP).
- Support additional problem types, such as mixed integer quadratic programming (MIQP), mixed integer quadratically constrained programming (MIQCP), and mixed integer nonlinear programming (MINLP).
- Work closely with other solver developers, testers, consultants, and technical support.
- Ensure all applicable security policies and processes are followed to support the organization’s secure software development goals.
Other
- You’re curious, passionate, authentic, and accountable.
- Ability to identify and proactively solve problems.
- Excellent written and verbal communication skills.
- Applicants must be legally authorized to work in the United States, and should not require, now or in the future, sponsorship for employment visa status.
- Comprehensive medical, prescription, dental and vision plans.
